As has been said by Jonathan, Megacities require large centralized countries, and preferably ones that have been centralized for hundreds of years. There is a reason that Paris and London are the largest cities in non-Russian Europe. There are a number of cities you could potentially get to be as large as both.
Milan - Say that the Viscontis manage to unify a significant chunk of Italy in the 1400's. Milan would have the advantage of being the capital of a fairly large state. It would lack the easy sea access that London had, but Paris lacked this as well and was able to grow to a large size.
Vienna - If the Austro-Hungarian Empire is kept together, and the Empire keeps industrializing as it did prior to World War One (with a heavy emphasis on Austria itself as well as Bohemia) than it is possible, with some luck, that Vienna could become this big. This does require a bit of luck though, as Vienna prior to Industrialization was a smaller city than either London or Paris.
Frankfurt - Perhaps if there is some kind of Liberal German Empire, it could grow to mega-city proportions if made the capital. If you count the metropolitan area, it is bigger than quite a number of substantial capitals in Europe even now.
I was tempted to put Kiev on a list of possibilities too, if one could save it from the Mongols, but considering the butterfly effect, the Industrial Revolution could seriously be delayed. I'll put this one as an honorable mention.
istanbul today has ~14 million people. how much larger could it get if the ottomans stay out of wars and it stays the center of a large, sprawling empire?
in 1914 istanbul had just around 900.000 people.
It reached that figure without significant industrialization. If at least part of the Balkans were kept (even just 1912 borders) it could have enough of a hinterland to be fairly secure, and receive even more investment from a surviving Ottoman Government. You could be looking at Constantinople/Istanbul potentially having an even larger population.
